Hi Isaiah
My name is Andre Da Costa; an Independent Consultant, Windows Insider MVP and Windows & Devices for IT MVP. I'm here to help you with your problem.
Some users seem mistake connecting the USB thinking thats the way to set it up. But simply connecting it using the 3.5 mm audio jack port on your computer.
Open Start, type: change sound card
Hit Enter
Select the Playback tab
Right click your headset
Click Set as Default Device if it isn't already